When shopping in any store, anywhere, the sizing of clothes can be vastly different. From personal experience, there are specific brands that label there clothing in smaller "sizes" to make their customers feel good, which is a great marketing tool! One 4 could be equivalent to another 10. I know I've fallen prey to this form of marketing skill and manipulation, wanting to psychologically drop down 3 sizes does wonders for the self-esteem and confidence, even if it is only a tag at the back of your clothes!
Most companies have different sizing, you may be the same size as your friend, but she could potentially fit into something that is just too big or small for you. One week you could be a size 6, the next you're a size 8, it's not you, it's the different brands or potentially a different shape or style.
The most important rule when buying clothes is the fit, bust, waist and hips. These areas, especially the bust, are the make or break when talking clothing, a tight top in your size might not fit, but there could be a looser version of the same size and 'style' that could be perfect. If your top, dress or pants don't comply with these 3 pivotal rules of purchasing turn around and keep searching, you'll find something better!
Don't let the small tag at the back of your clothing dictate how you feel about wearing it if you like it and it fits, buy it!